I'd actually do the opposite. Let them use pre-rolled first, then when they actually know and care about how the system is set up, have them set it up the way they like it.

(I am actually leading a machine learning for high-schoolers camp in 2 weeks and we are using Jupyter notebooks so that all students, with heterogeneous backgrounds, will start in the same place and get to the fun stuff fast. Many will never have used Python and will not know or care about 2.7 vs 3, just to give the most high-level and basic example!)

I wish I had ML camps growing up! Mine were photography and adobe flash :<

Setup is orthogonal to understanding and learning, leave it for extra credit or an optional follow up exercise. It will lose or distract many students.

I think at the very least they should be able to see someone do it so they know what steps are involved. Possibly a video with steps but stated that it isn't the focus of the class.